+7,518.6%
STLD vs GAP
+339.2%
+7,179.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.7% |
| 7D | -11.1% | -3.8% | -7.4% | -10.2% |
| 30D | -4.8% | -9.0% | +4.2% | -2.3% |
| 3M | -14.6% | +5.5% | -20.0% | -16.8% |
| 6M | -7.4% | -11.1% | +3.7% | -5.9% |
| YTD | +32.6% | -13.6% | +46.1% | +34.7% |
| 1Y | +47.3% | -2.9% | +50.2% | +43.9% |
| 3Y | +107.5% | +69.6% | +37.9% | +53.0% |
| 5Y | +268.8% | +5.4% | +263.5% | +193.1% |
| 10Y | +883.3% | +17.8% | +865.5% | +535.1% |
| All | +7,518.6% | +339.2% | +7,179.3% | +2,902.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling